+689.2%
NFLX vs XLP
+101.7%
+587.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.8% |
| 7D | -4.2% | -1.0% | -3.2% | -3.6% |
| 30D | +5.5% | -0.9% | +6.3% | +6.1% |
| 3M | -4.1% | +3.8% | -7.9% | -6.3% |
| 6M | -20.7% | -1.7% | -19.0% | -19.9% |
| YTD | -16.5% | +10.3% | -26.8% | -22.1% |
| 1Y | -37.8% | +7.8% | -45.6% | -41.2% |
| 3Y | +77.9% | +27.2% | +50.7% | +47.0% |
| 5Y | +32.5% | +32.5% | 0.0% | +6.2% |
| All | +689.2% | +101.7% | +587.5% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling